lasers above 5mW are high powered, and can blind you easily and are illigal in the USA.
Lasers above 95mW can burns stuff, but sometimes their lasers can be a little bit less when you get them.
If your getting a lasers you need safetly goggles of the right kind too, they are very, very dangerous. You can't just wave them around at windows and planes and crap. In fact, tons of people have been arrested and sent to jail for poiting at planes.
If you reaaly, really want a laser that burns and is cheap. Get a red 200mW WITH goggles. Or, you could even get a 1 watt blue for 200 dollars... bbut they are extremely dangerous.
Here is the red one I got:
http://rayfoss.com/productn.asp?ArticleID=48